Well I just found out that these are not infact propper xenon's. Apparently they are halogens which have the looks of xenon's. Still can't find an explanation to why the side light don't work.......

Check for the socket clips that hold the bulb where in makes contact, on mine the bulb was ok and apparently in place but don´t work. With long nose pliers close the metal clips that hold the bulb and lift the wire in the base of bulb to ensure contact between base and bulb.

I picked up a Xenon on ebay. I opened the back up and I can't seem to find where the ballst goes. It doesnt look like there is anywhere for the cables to plug in from the ballast. Any help?

Hi, apparently those not are original Xenon lights, the socket is halogen type. Mine are different, the ballast goes outside, screwed to the back cover and the socket is attached inside to the back cover. The connection is made via a hole in the cover. Look for some images in Google.